On the construction of Bayes minimax estimators

Annals of Statistics

Volumn 26, Issue 2, 1998, Pages 660-671

  Fourdrinier, Dominique ^a   Strawderman, William E ^b   Wells, Martin T ^c  

^a UNIVERSITÉ DE ROUEN   (France)

^b RUTGERS UNIVERSITY   (United States)

^c Department of Obstetrics Gynecology   (United States)

Author keywords

Bayes estimate; Minimaxity; Multivariate normal mean; Proper Bayes; Quadratic loss; Superharmonic functions

Indexed keywords

EID: 0032335323     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1028144853     Document Type: Article

References (22)

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